Influence of Preconditioning and Blocking on Accuracy in Solving Markovian Models

DOI10.2478/v10006-009-0017-3zbMath1170.65022OpenAlexW2169808547MaRDI QIDQ3391473

Jarosław Bylina, Beata Bylina

Publication date: 11 August 2009

Published in: International Journal of Applied Mathematics and Computer Science (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/207928

zbMATH Keywords

Markov chainsnumerical examplespreconditioninglinear equationsWZ factorizationblocking methods

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Numerical analysis or methods applied to Markov chains (65C40) Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35) Direct numerical methods for linear systems and matrix inversion (65F05)

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The block WZ factorization ⋮ Calculation of transition probabilities in the birth and death Markov process in the epidemic model ⋮ Comparison of linear solvers for equilibrium geochemistry computations ⋮ The parallel tiled WZ factorization algorithm for multicore architectures

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